I'm going to assume that you're attempting to upload it from the URL. I'm also going to assume that you're ignoring the error it should be throwing at you for trying, and ignoring all the Stickies, Announcements, and FAQs stating that you have to upload the avatar from your own computer to make it work.

If you do it that way, there's no reason it shouldn't work. In the event that you ARE doing that and it still doesn't work, kindly provide me with the actual error message you're getting so I can diagnose the problem.